FastQuant.ExecutionSimulator.OnBarOpen C# (CSharp) Méthode

        public void OnBarOpen(Bar bar)
        {
            if (this.ordersByInstrumentId[bar.InstrumentId] == null)
            {
                return;
            }
            if (FillOnBarOpen)
            {
                if (BarFilter.Count != 0 && !BarFilter.Contains(bar.Type, bar.Size))
                {
                    return;
                }
                int i = 0;
                while (i < this.ordersByInstrumentId[bar.InstrumentId].Count)
                {
                    Order order = this.ordersByInstrumentId[bar.InstrumentId][i];
                    while (true)
                    {
                        switch (order.Type)
                        {
                            case OrderType.Market:
                            case OrderType.Pegged:
                                goto IL_215;
                            case OrderType.Stop:
                                switch (order.Side)
                                {
                                    case OrderSide.Buy:
                                        if (bar.Open >= order.StopPx)
                                        {
                                            if (!FillAtStopPrice)
                                            {
                                                order.Type = OrderType.Market;
                                                continue;
                                            }
                                            goto IL_142;
                                        }
                                        break;
                                    case OrderSide.Sell:
                                        if (bar.Open <= order.StopPx)
                                        {
                                            if (!FillAtStopPrice)
                                            {
                                                order.Type = OrderType.Market;
                                                continue;
                                            }
                                            goto IL_15B;
                                        }
                                        break;
                                }
                                break;
                            case OrderType.Limit:
                                goto IL_174;
                            case OrderType.StopLimit:
                                switch (order.Side)
                                {
                                    case OrderSide.Buy:
                                        if (bar.Open >= order.StopPx)
                                        {
                                            order.Type = OrderType.Limit;
                                            continue;
                                        }
                                        break;
                                    case OrderSide.Sell:
                                        if (bar.Open <= order.StopPx)
                                        {
                                            order.Type = OrderType.Limit;
                                            continue;
                                        }
                                        break;
                                }
                                break;
                        }
                        break;
                    }
                    IL_229:
                    i++;
                    continue;
                    goto IL_229;
                    IL_142:
                    this.Fill(order, order.StopPx, (int)bar.Volume);
                    goto IL_229;
                    IL_15B:
                    this.Fill(order, order.StopPx, (int)bar.Volume);
                    goto IL_229;
                    IL_174:
                    switch (order.Side)
                    {
                        case OrderSide.Buy:
                            if (bar.Open > order.Price)
                            {
                                goto IL_229;
                            }
                            if (FillAtLimitPrice)
                            {
                                this.Fill(order, order.Price, (int)bar.Volume);
                                goto IL_229;
                            }
                            this.Fill(order, bar.Open, (int)bar.Volume);
                            goto IL_229;
                        case OrderSide.Sell:
                            if (bar.Open < order.Price)
                            {
                                goto IL_229;
                            }
                            if (FillAtLimitPrice)
                            {
                                this.Fill(order, order.Price, (int)bar.Volume);
                                goto IL_229;
                            }
                            this.Fill(order, bar.Open, (int)bar.Volume);
                            goto IL_229;
                        default:
                            goto IL_229;
                    }
                    IL_215:
                    this.Fill(order, bar.Open, (int)bar.Volume);
                    goto IL_229;
                }
                this.ClearOrders();
            }
        }